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On Berry-Esséen rates,a law of the iterated logarithm and an invariance principle for the proportion of the sample below the sample mean
Authors:Stefan Ralescu  Madan L Puri
Institution:1. Brown University USA;2. Indiana University USA
Abstract:Let Fn(x) be the empirical distribution function based on n independent random variables X1,…,Xn from a common distribution function F(x), and let X = Σi=1nXin be the sample mean. We derive the rate of convergence of Fn(X) to normality (for the regular as well as nonregular cases), a law of iterated logarithm, and an invariance principle for Fn(X).
Keywords:60F05  60F15  62E20  Berry-Esséen rates  law of iterated logarithm  invariance principle  Gâteaux-differential
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